Browsing Working Papers by Subject "autoregressive process"

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Browsing Working Papers by Subject "autoregressive process"

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    Title: Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights  Author(s): BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Many contemporaneously aggregated variables have stochasticaggregation weights. We compare different forecasts for such variables including univariate forecasts of the aggregate, a multivariate forecast of the aggregate ...